Technical reports



Which Factors are Risk Factors in Asset Pricing? A Model Scan Framework
by Siddhartha Chib and Xiaming Zeng
May 2018

Framework for Finding Relevant Unspanned Macro Factors in Affine Term Structure Models
by Siddhartha Chib, Kyu Ho Kang and Biancen Xie
May 2018

On Comparing Asset Pricing Models
by Siddhartha Chib and Xiaming Zeng
April 2018

Nonparametric Bayes Analysis of the Sharp and Fuzzy Regression Discontinuity Designs
by Siddhartha Chib, Edward Greenberg and Anna Simoni
March 2018

Bayesian Causal Inference Under Conditional Ignorability
by Siddhartha Chib
February 2017

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